Search Results

Testing long-run neutrality: Empirical evidence for G7-countries with special emphasis on Germany A comment,
Fabio Canova, in Carnegie-Rochester Conference Series on Public Policy (1994)

Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model,
Fabio Canova, in Journal of Economic Dynamics and Control (1993)

Forecasting time series with common seasonal patterns,
Fabio Canova, in Journal of Econometrics (1993)

EconomicDynamics Interviews Fabio Canova on the Estimation of Business Cycle Models,
Fabio Canova, in EconomicDynamics Newsletter (2010)

Three tests for the existence of cycles in time series,
Fabio Canova, in Ricerche Economiche (1996)

Price smoothing policies: A welfare analysis,
Fabio Canova, in Journal of Monetary Economics (1992)

Testing for Convergence Clubs in Income Per-Capita: A Predictive Density Approach,
Fabio Canova, from Hamburg Institute of International Economics (2001)
Keywords: International Development

Were Financial Crises Predictable?,
Fabio Canova, in Journal of Money, Credit and Banking (1994)

Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies,
Fabio Canova, in International Economic Review (1995)

The Sources of Financial Crisis: Pre- and Post-Fed Evidence,
Fabio Canova, in International Economic Review (1991)

Statistical Inference in Calibrated Models,
Fabio Canova, in Journal of Applied Econometrics (1994)

Does Detrending Matter for the Determination of the Reference Cycle and the Selection of Turning Points?,
Fabio Canova, in Economic Journal (1999)

Should we trust cross sectional multiplier estimates?,
Fabio Canova, from C.E.P.R. Discussion Papers (2020)
Keywords: Cross sectional methods; Dynamic heterogeneity; Partial pooling; Fiscal multipliers; Monetary pass-through

Comment,
Fabio Canova, in Journal of Business & Economic Statistics (2009)

An Alternative Approach to Modeling and Forecasting Seasonal Time Series,
Fabio Canova, in Journal of Business & Economic Statistics (1992)

The transmission of US shocks to Latin America,
Fabio Canova, in Journal of Applied Econometrics (2005)

What Explains The Great Moderation in the U.S.? A Structural Analysis,
Fabio Canova, in Journal of the European Economic Association (2009)

Bridging DSGE models and the raw data,
Fabio Canova, in Journal of Monetary Economics (2014)
Keywords: DSGE models; Filters; Structural estimation; Business cycles;

G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE?,
Fabio Canova, in Macroeconomic Dynamics (2007)

Detrending and turning points,
Fabio Canova, in European Economic Review (1994)

Monetary Policy and the Evolution of the US Economy,
Fabio Canova, from C.E.P.R. Discussion Papers (2006)
Keywords: New keynesian model; Bayesian methods; Monetary policy; Great inflation

Testing for Convergence Clubs in Income Per Capita: A Predictive Density Approach,
Fabio Canova, in International Economic Review (2004)

The transmission of US shocks to Latin America,
Fabio Canova, in Journal of Applied Econometrics (2005)

Bayesian Analysis of DSGE Models by S. An and F. Schorfheide,
Fabio Canova, in Econometric Reviews (2007)
Keywords: Bayesian analysis, DSGE models, Model evaluation, Vector autoregressions,

Detrending and business cycle facts,
Fabio Canova, in Journal of Monetary Economics (1998)

Detrending and business cycle facts: A user's guide,
Fabio Canova, in Journal of Monetary Economics (1998)

SEASONALITIES IN FOREIGN EXCHANGE MARKETS,
Fabio Canova, from Tilburg - Center for Economic Research (1989)
Keywords: foreign exchange markets ; time series ; economic models

Sources and Propagation of International Business Cycles: Common Shocks or Transmission?,
Fabio Canova, from C.E.P.R. Discussion Papers (1993)
Keywords: Business Cycles; Government Expenditure; Interdependence; Technology Shocks; Transmission

Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach,
Fabio Canova, from C.E.P.R. Discussion Papers (1999)
Keywords: Heterogeneities; Income Inequality; Panel Data; Predictive Density

Should we trust cross‐sectional multiplier estimates?,
Fabio Canova, in Journal of Applied Econometrics (2024)

Seasonalities in foreign exchange markets,
Fabio Canova, from Tilburg University, Center for Economic Research (1989)
Keywords: Foreign Exchange; Seasonal Fluctuations

FAQ: How do I extract the output gap?,
Fabio Canova, from Sveriges Riksbank (Central Bank of Sweden) (2020)
Keywords: Gaps and potentials; permanent and transitory components; filtering; cyclical fluctuations; gain functions

Seasonalities in foreign exchange markets,
Fabio Canova, from Tilburg University, School of Economics and Management (1989)

How much structure in empirical models?,
Fabio Canova, from Department of Economics and Business, Universitat Pompeu Fabra (2007)
Keywords: DSGE models, SVAR models, Identification, Invertibility, Misspecification, Small Samples.

Does detrending matter for the determination of the reference cycle and the selection of turning points?,
Fabio Canova, from Department of Economics and Business, Universitat Pompeu Fabra (1995)

Comment to "Weak instruments robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis,
Fabio Canova, from Department of Economics and Business, Universitat Pompeu Fabra (2009)
Keywords: Identification, DSGE models, New Keynesian Phillips curve, Identification robust estimation methods

Bridging DSGE models and the raw data,
Fabio Canova, from Department of Economics and Business, Universitat Pompeu Fabra (2012)
Keywords: DSGE models, Filters, Structural estimation, Business cycles

Testing for convergence clubs in income per-capita: A predictive density approach,
Fabio Canova, from Department of Economics and Business, Universitat Pompeu Fabra (1999)
Keywords: Heterogeneities, panel data, predictive density, income inequality

What explains the Great Moderation in the US? A structural analysis,
Fabio Canova, from Department of Economics and Business, Universitat Pompeu Fabra (2007)
Keywords: New Keynesian model, Bayesian methods, Monetary policy, Great Moderation

The transmission of US shocks to Latin America,
Fabio Canova, from Department of Economics and Business, Universitat Pompeu Fabra (2004)
Keywords: Shocks, inflation

Bridging DSGE models and the raw data,
Fabio Canova, from Barcelona School of Economics (2012)
Keywords: DSGE models, Filters, structural estimation, Business cycles

Bayesian Time Series and DSGE Models, from Methods for Applied Macroeconomic Research,
Fabio Canova, from Princeton University Press (2007)
Keywords: mathematical, statistical, computational, models, dynamic equilibrium theory, data analysis, econometrics

DSGE Models, Solutions, and Approximations, from Methods for Applied Macroeconomic Research,
Fabio Canova, from Princeton University Press (2007)
Keywords: Keywords: mathematical, statistical, computational, models, dynamic equilibrium theory, data analysis, econometrics

Registered author: Fabio Canova

How much Structure in Empirical Models?,
Fabio Canova, from Palgrave Macmillan (2009)
Keywords: Gross Domestic Product, Monetary Policy, Structural Shock, Dynamic Stochastic General Equilibrium, Structural Estimation

Estimating multi-country VAR models,
Fabio Canova and Matteo Ciccarelli, from European Central Bank (2006)
Keywords: Flexible priors, International transmission., Markov Chain Monte Carlo methods, Multi country VAR

Cyclical fluctuations in the Mediterranean basin,
Fabio Canova and Matteo Ciccarelli, from European Central Bank (2011)
Keywords: Bayesian methods, business cycles, developing and developed countries, Mediterranean basin

Japan's Lost Decade: Does Money have a Role?,
Fabio Canova and Tobias Menz, from C.E.P.R. Discussion Papers (2009)
Keywords: Japan's lost decade; Deflation; Money; Structural model

Does money matter in shaping domestic business cycles? An international investigation,
Fabio Canova and Tobias Menz, from C.E.P.R. Discussion Papers (2010)
Keywords: Business cycles; Inflation dynamics; Money; Shock transmission

Has the Euro-Mediterranean partnership affected Mediterranean business cycles?,
Fabio Canova and Alan Schlaepfer, from C.E.P.R. Discussion Papers (2014)
Keywords: Turning points; Reference cycles; Euro-mediterranean partnership; Trade; Financial interdependences

Does Money Matter in Shaping Domestic Business Cycles? An International Investigation,
Fabio Canova and Tobias Menz, in Journal of Money, Credit and Banking (2011)

Back to square one: identification issues in DSGE models,
Fabio Canova and Luca Sala, from European Central Bank (2006)
Keywords: DSGE models, identification

Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model,
Fabio Canova and Matteo Ciccarelli, from C.E.P.R. Discussion Papers (2001)
Keywords: Forecasting; Turning points; Bayesian methods panel var markov chains monte carlo methods

Regional Policies and EU Enlargement,
Michele Boldrin and Fabio Canova, from C.E.P.R. Discussion Papers (2003)
Keywords: Convergence; Regional policies; Structural funds; Labour and capital mobility

Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators,
Fabio Canova and Matteo Ciccarelli, from C.E.P.R. Discussion Papers (2003)
Keywords: Panel var; Bayesian methods; Leading indicators; Markov chain monte carlo methods

Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey,
Carlo Favero and Fabio Canova, from C.E.P.R. Discussion Papers (2005)
Keywords: Pillars; Communication; Transmission; Eu newcomers

How important is tourism for the international transmission of cyclical fluctuations? Evidence from the Mediterranean,
Fabio Canova and Pietro Dallari, from European Central Bank (2013)
Keywords: Bayesian random coefficient VARs, International business cycles, Mediterranean basin, Tourism flows

Forecasting and turning point predictions in a Bayesian panel VAR model,
Fabio Canova and Matteo Ciccarelli, in Journal of Econometrics (2004)

Japan's Lost decade: Does money have a role?,
Fabio Canova and Tobias Menz, in Journal of the Japanese and International Economies (2010)
Keywords: Money Japan's Lost decade Structural model Deflation

Estimating Multi-country VAR models,
Fabio Canova and Matteo Ciccarelli, from D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy (2007)
Keywords: Multi-country VAR, Markov Chain Monte Carlo methods, Flexible priors, International transmission

Monetary Policy Misspecification in VAR Models,
Fabio Canova and Joaquim Pina, from C.E.P.R. Discussion Papers (1999)
Keywords: General Equilibrium; identification; Monetary Policy; Structural VARs

Do Institutions and Culture Matter for Business Cycles?,
Fabio Canova and Sumru Altug, from C.E.P.R. Discussion Papers (2013)
Keywords: Business cycles; Institutions and culture; Mediterranean countries; Synchronization.

Household Production and International Business Cycles,
Fabio Canova and Angel Ubide, from C.E.P.R. Discussion Papers (1995)
Keywords: Consumption Correlations; Household Production; International Business; Taste Shocks

FORECASTING AND TURNING POINT PREDICTIONS IN A BAYESIAN PANEL VAR MODEL,
Fabio Canova and Matteo Ciccarelli, from Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2000)
Keywords: Forecasting, Turning Points, Bayesian Methods, Panel VAR, Markov Chains Monte Carlo Methods

PANEL INDEX VAR MODELS: SPECIFICATION, ESTIMATION, TESTING AND LEADING INDICATORS,
Fabio Canova and Matteo Ciccarelli, from Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2002)
Keywords: Panel VAR, Bayesian methods, Leading indicators, Markov Chain Monte Carlo methods.

International business cycles, financial markets and household production,
Fabio Canova and Angel Ubide, in Journal of Economic Dynamics and Control (1998)

Reconciling the term structure of interest rates with the consumption-based ICAP model,
Fabio Canova and Jane Marrinan, in Journal of Economic Dynamics and Control (1996)

The Time-Series Properties of the Risk Premium in the Yen/Dollar Exchange Market,
Fabio Canova and Takatoshi Ito, in Journal of Applied Econometrics (1991)

Predicting excess returns in financial markets,
Fabio Canova and Jane Marrinan, in European Economic Review (1995)

International Consumption Risk Sharing,
Fabio Canova and Morten Ravn, in International Economic Review (1996)

International Consumption Risk Sharing,
Fabio Canova and Morten Ravn, from C.E.P.R. Discussion Papers (1994)
Keywords: Capital Mobility; Consumption Insurance; International Investments; Long Run Convergence

The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State,
Fabio Canova and Morten Ravn, from C.E.P.R. Discussion Papers (1998)
Keywords: currency parity; Redistribution; Subsidies; Tax Incentives; wage parity

Crossing the Rio Grande: Migrations, Business Cycles and the Welfare State,
Fabio Canova and Morten Ravn, from C.E.P.R. Discussion Papers (1998)
Keywords: Business Cycles; heterogeneous agents; Migration; Welfare State

Does Money Matter in Shaping Domestic Business Cycles? An International Investigation,
Fabio Canova and Tobias Menz, in Journal of Money, Credit and Banking (2011)

Back to square one: Identification issues in DSGE models,
Fabio Canova and Luca Sala, in Journal of Monetary Economics (2009)
Keywords: Identification Impulse responses DSGE models Small samples

Business cycle measurement with some theory,
Fabio Canova and Matthias Paustian, in Journal of Monetary Economics (2011)

Panel vector autoregressive models: a survey,
Fabio Canova and Matteo Ciccarelli, from European Central Bank (2013)
Keywords: estimation, identification, inference, panel VAR

Changes in seasonal patterns: Are they cyclical?,
Fabio Canova and Eric Ghysels, in Journal of Economic Dynamics and Control (1994)

Sources and propagation of international output cycles: Common shocks or transmission?,
Fabio Canova and Jane Marrinan, in Journal of International Economics (1998)

ClubMed? Cyclical fluctuations in the Mediterranean basin,
Fabio Canova and Matteo Ciccarelli, in Journal of International Economics (2012)
Keywords: Bayesian methods; Business cycles; Mediterranean basin; Developing and developed countries;

Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability,
Fabio Canova and Bruce Hansen, in Journal of Business & Economic Statistics (1995)

Back to square one: identification issues in DSGE models,
Fabio Canova and Luca Sala, from C.E.P.R. Discussion Papers (2009)
Keywords: Dsge models; Identification; Impulse responses; Small samples.

Business cycle measurement with some theory,
Fabio Canova and Matthias Paustian, from C.E.P.R. Discussion Papers (2011)
Keywords: Sign restrictions; Shock identification; Model validation; Misspecification

Panel Vector Autoregressive Models: A Survey,
Fabio Canova and Matteo Ciccarelli, from C.E.P.R. Discussion Papers (2013)
Keywords: Bayesian methods; Dynamic models; Panel vector autoregression

ESTIMATING MULTICOUNTRY VAR MODELS,
Fabio Canova and Matteo Ciccarelli, in International Economic Review (2009)

Trade interdependence and the international business cycle,
Fabio Canova and Harris Dellas, in Journal of International Economics (1993)

The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State,
Fabio Canova and Morten Ravn, in Review of Economic Dynamics (2000)
Keywords: German unification, capital accumulation, skill differences, credit constraints, the welfare state

Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures,
Kristina Bluwstein and Fabio Canova, in International Journal of Central Banking (2016)

On the Time Variations of US Monetary Policy: Who is right?,
Fabio Canova and Luca Gambetti, from Money Macro and Finance Research Group (2004)

Structural Changes in the US Economy: Bad Luck or Bad Policy?,
Fabio Canova and Luca Gambetti, from C.E.P.R. Discussion Papers (2006)
Keywords: Monetary policy; Inflation persistence; Transmission of shocks; Time varying coefficients; Structural vars